+89.2%
USB vs EWJ
+126.6%
-37.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | -0.6% |
| 7D | +0.8% | -1.5% | +2.2% | +1.8% |
| 30D | +6.8% | -6.5% | +13.3% | +12.9% |
| 3M | -3.8% | -5.6% | +1.8% | +0.6% |
| 6M | +11.7% | -0.3% | +12.0% | +10.1% |
| YTD | +17.5% | +13.9% | +3.6% | +1.2% |
| 1Y | +33.8% | +14.6% | +19.2% | +14.4% |
| 3Y | +104.2% | +66.6% | +37.6% | +16.7% |
| 5Y | +26.4% | +47.7% | -21.3% | -17.7% |
| 10Y | +89.2% | +126.0% | -36.8% | -17.9% |
| All | +89.2% | +126.6% | -37.4% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling